The fourth season of “Game of Thrones” will end Sunday, but there’s so much unresolved. Last Sunday’s action-heavy episode, “The Watchers on the Wall,” focused entirely on Jon Snow and his Night’s Watch brothers fighting off an invading horde of wildlings, giants and woolly mammoths, at least for a night. (Read Marshall Crook’s recap for Speakeasy if you haven’t already.) Yet, coming off the heartbreaking and mind-blowing (heh) trial by combat in the prior episode, it’s fair to say that many viewers, however satisfied they were by the epic battle at The Wall, felt as though they were left hanging.

Still, if any show on TV is adept at packing a lot of story and character development into an hour’s running time, it’s “Game of Thrones,” and there are still a few seasons ahead of us yet. With that in mind — and the requisite spoiler warning if you haven’t watched through episode nine of the current season — here are five things to keep in mind for Sunday’s season finale, titled “The Children”:

Is Tyrion done for? We last saw Tyrion Lannister and the King’s Landing crew in “The Mountain and the Viper.” Just for a moment — a single, glorious moment — it looked like Oberyn Martell, aka the “Red Viper of Dorne,” was going to vanquish Gregor Clegane, aka “The Mountain,” in the trial-by-combat for Tyrion’s life. But Oberyn was caught monologuing, usually a villains’ gaffe, and, with a Mountain-induced head explosion worthy of David Cronenberg’s “Scanners,” he joined the list of beloved “Game of Thrones” characters who suffered brutal deaths. Will Tyrion join that list? Oberyn’s defeat ensured that the law — and Tywin Lannister, the Hand of the King and Tyrion’s perpetually disappointed father — will seek to carry out his death sentence for the murder of his nephew, the sadistic King Joffrey. Tyrion, of course, didn’t do it, but since when does justice hold sway in King’s Landing?

Where’s Stannis? Poor Stannis Baratheon. Outside of Daenerys Targaryen, he’s got the strongest claim to the Iron Throne, but his forces have been depleted by the Tyrion-led rout at Blackwater Bay, as seen in the penultimate episode of season two, and his fire god-worshiping religious adviser has a way of weirding people out, to put it lightly. Still, he’s flush with cash after he and his right-hand man, Davos Seaworth, secured a loan from the Iron Bank of Braavos, and they’re out recruiting mercenaries. You have to think the would-be king will soon launch another offensive, but where?

Maisie Williams and Rory McCann (Arya Stark and The Hound) in the ‘Game of Thrones’ season finale.

Helen Sloan/courtesy of HBO

Are Arya and The Hound at the end of the road? Now that Arya Stark’s aunt, Lysa Arryn, is dead, Sandor Clegane, aka “The Hound,” is running out of options to make money off his custody of the younger daughter of the departed Ned and Catelyn Stark. What’s the incentive for these two to stick together? The Hound is a wanted (and easily recognizable) fugitive, and Arya has a personal quest for revenge-by-needlepoint, so while the two have provided viewers with great moments of TV this season, it’s probably time for both of them to move on. Also, that bite mark on the Hound’s neck doesn’t seem like it’s healing so well.

Emilia Clarke as Daenerys Targaryen

Macall B. Polay/HBO

Will dismissing Jorah come back to haunt Daenerys? The “Mother of Dragons,” now reigning as the ruler of former slave city Meereen, might have been a bit too harsh on disgraced knight Jorah Mormont after his early spying on her and her late brother was revealed. Since then, “Jorah the Andal,” as he’s known to Daeny’s non-Westerosi followers, has come through for his queen time and time again. He’s fought for her, offered counsel, and saved her life. Will he remain loyal in exile, or will his bitterness get the best of him? His intimate knowledge of Daenerys’ inner circle could prove to be valuable to her enemies in Slaver’s Bay and beyond.

Will Bran’s vision quest yield results? Beyond the struggles of Jon Snow — who’s off to parley with, and possibly kill, wildling leader Mance Rayder — the other key narrative thread at The Wall and beyond concerns the disabled but clairvoyant Bran Stark, his guides Jojen and Meera Reed, and, of course, Hodor. (Hodor.) Bran is determined to master his powers, which include “warging” into other people and animals, and the ability to see through time. Jojen seems to know where the young Stark heir needs to go and whom to see, but Jojen’s health seems to be declining as they trek deeper and deeper into the North. What awaits them?

Gwendoline Christie as Brienne, left, and Daniel Portman as Pod in ‘Game of Thrones.’

HBO/Courtesy Everett Collection

BONUS QUESTION: Will Brienne and Pod locate a Stark girl? Brienne of Tarth and Podrick Payne, formerly Tyrion’s squire, are looking for Sansa Stark, but now they’re on the trail of Arya, who was thought dead by the Lannisters. That’s a little like trying to find two needles in a haystack, but Brienne and Pod are dutiful and persistent, so you can count on them to keep hunting. Besides, both Sansa and Arya are now traveling with easily identifiable male companions: Petyr “Littlefinger” Baelish and The Hound, respectively. Yet, while the two have shared some funny scenes, their part of the story is due for a little payoff. Here’s hoping we get some in the finale.

Let us know what you’re hoping to see in the “Game of Thrones” season finale in the comments, or write to us on Twitter at @Michael_Calia or email us at michael.calia@wsj.com. Be sure to check out Marshall Crook’s recap here after the episode ends this Sunday, and to read all our “Game of Thrones” coverage, click here.

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Speakeasy is a blog covering media, entertainment, celebrity and the arts. The publication is produced by Barbara Chai and Jonathan Welsh with contributions from the Wall Street Journal staff and others. Write to us at speakeasy@wsj.com or follow us on Twitter at @WSJSpeakeasy or individually @barbarachai.